Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.015626 0.017700 0.019964 0.022623 0.025664 0.029038 0.033070
2024-10-13 0.011890 0.014588 0.017793 0.021895 0.027024 0.033248 0.041410
2024-10-20 0.009968 0.012893 0.016569 0.021553 0.028171 0.036711 0.048651
2024-10-27 0.008441 0.011388 0.015262 0.020766 0.028441 0.038856 0.054209
2024-11-03 0.007796 0.010920 0.015194 0.021523 0.030751 0.043854 0.064124
2024-11-10 0.007222 0.010457 0.015044 0.022094 0.032788 0.048610 0.074181
2024-11-17 0.006730 0.010042 0.014892 0.022605 0.034737 0.053379 0.084755
2024-11-24 0.006114 0.009370 0.014278 0.022324 0.035401 0.056193 0.092501
2024-12-01 0.005604 0.008806 0.013761 0.022120 0.036128 0.059129 0.100719
2024-12-08 0.005168 0.008312 0.013301 0.021944 0.036854 0.062094 0.109273
2024-12-15 0.004927 0.008107 0.013281 0.022484 0.038822 0.067332 0.122421
2024-12-22 0.004570 0.007677 0.012844 0.022260 0.039418 0.070200 0.131517
2024-12-29 0.004402 0.007559 0.012938 0.022996 0.041851 0.076707 0.148483
2025-01-05 0.003996 0.006995 0.012212 0.022188 0.041355 0.077735 0.154866
2025-01-12 0.003706 0.006609 0.011765 0.021845 0.041690 0.080352 0.164736
2025-01-19 0.003380 0.006132 0.011111 0.021046 0.041048 0.080965 0.170460
2025-01-26 0.003295 0.006093 0.011263 0.021815 0.043600 0.088268 0.191505
2025-02-02 0.003191 0.006009 0.011319 0.022394 0.045816 0.095106 0.212408
2025-02-09 0.003086 0.005914 0.011345 0.022912 0.047951 0.101994 0.234329
2025-02-16 0.002899 0.005642 0.011000 0.022627 0.048327 0.105065 0.247616
2025-02-23 0.002736 0.005404 0.010705 0.022420 0.048848 0.108508 0.262248
2025-03-02 0.002588 0.005187 0.010435 0.022241 0.049412 0.112102 0.277728
2025-03-09 0.002520 0.005131 0.010494 0.022789 0.051697 0.119977 0.305282